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Universal Probability-Free Conformal Prediction. / Vovk, Vladimir; Pavlovic, Dusko.

Proceedings of COPA 2016: Fifth Symposium on Conformal and Probabilistic Prediction with Applications. Vol. 9653 Springer, 2016. p. 40-47 (Lecture Notes in Computer Science; Vol. 9653).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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Accepted author manuscript, 262 KB, PDF document

Abstract

We construct a universal prediction system in the spirit of Popper's falsifiability and Kolmogorov complexity. This prediction system does not depend on any statistical assumptions, but under the IID assumption it dominates, although in a rather weak sense, conformal prediction.

Original language	English
Title of host publication	Proceedings of COPA 2016
Subtitle of host publication	Fifth Symposium on Conformal and Probabilistic Prediction with Applications
Publisher	Springer
Pages	40-47
Number of pages	8
Volume	9653
ISBN (Electronic)	978-3-319-33395-3
ISBN (Print)	978-3-319-33394-6
DOIs	https://doi.org/10.1007/978-3-319-33395-3_3
Publication status	Published - 2016